Warming stimulates mangrove carbon sequestration in rising sea level at their northern limit: An in situ simulation

Attention on Climate Change and Connectedness of International Fossil Fuel Firms

Physical climate risk attention and dynamic volatility connectedness among new energy stocks

Stress from attention: The relationship between climate change attention and crude oil markets

Oil prices and systemic financial risk: A complex network analysis

Climate risk exposure and debt concentration: Evidence from Chinese listed companies

Mixed-Frequency Connectedness between Crude Oil Price Volatility and Global Economic Policy Uncertainty

A new hybrid deep learning model for monthly oil prices forecasting

Climate risk and stock performance of fossil fuel companies: An international analysis

Oil Prices and Systemic Financial Risk: A Complex Network Analysis

Does Public Climate Attention Affect the Net Return Spillover from Energy to Non-Energy Commodities?

Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China

Climate change attention and carbon futures return prediction

Oil Prices and Systemic Financial Risk: A Complex Network Analysis

Analyzing pure contagion between crude oil and agricultural futures markets

The role of China?s crude oil futures in world oil futures market and China?s financial market

Dynamic volatility connectedness between industrial metal markets

International political uncertainty and climate risk in the stock market

Marionettes behind co-movement of commodity prices: Roles of speculative and hedging activities

Time-varying pure contagion effect between energy and nonenergy commodity markets

The oil price plummeted in 2014-2015: Is there an effect on Chinese firms' labour investment?

CEO-CFO gender congruence and stock price crash risk in energy companies

Do environmental regulations affect firm's cash holdings? Evidence from a quasi-natural experiment

The role of textual analysis in oil futures price forecasting based on machine learning approach

Does Energy Security Promote Economic Growth? Empirical Evidence from a Global Sample

Geopolitical risk and dynamic connectedness between commodity markets

A New Hybrid Deep Learning Model for Oil Prices Forecasting

Urban traffic regulation and air pollution: A case study of urban motor vehicle restriction policy

Geopolitical risk and China's oil security

Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach

Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes

Analyzing the difference evolution of provincial energy consumption in China using the functional data analysis method

Literature review and frontier direction exploration of energy finance

What drives oil prices? - A Markov switching VAR approach

Media report favoritism and consequences: A comparison of traditional and new energy sector

Geopolitical Risk and Dynamic Connectedness between Commodity Markets

Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets

Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method

Effects of structural changes on the prediction of downside volatility in futures markets

The effects of oil price shocks on inflation in the G7 countries

Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective

Assessing dynamic China's energy security: Based on functional data analysis

Intraday momentum and return predictability: Evidence from the crude oil market

Time-dependent intrinsic correlation analysis of crude oil and theUSdollar based onCEEMDAN

The uncertainty spillovers of China's economic policy: Evidence from time and frequency domains

The impact of macro economy on the oil price volatility from the perspective of mixing frequency

Does financial development have a non-linear impact on energy Evidence from 30 in China

Analyzing dynamic impacts of different oil shocks on oil price

The HAR-type models with leverage and structural breaks and their applications to the volatility forecasting of stock market

Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review

Analyzing time-varying volatility spillovers between the crude oil markets using a new method

China's carbon emissions trading and stock returns

Modeling stock market volatility using new HAR-type models

The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market

Time-varying effects of oil supply and demand shocks on China's macro-economy

Structural changes and out-of-sample prediction of realized range-based variance in the stock market

Structural breaks and volatility forecasting in the copper futures market

Volatility forecasting of crude oil futures: The role of investor sentiment and leverage effect

Do Trading Volume and Downside Trading Volume Help Forecast the Downside Risk?

Forecasting the good and bad uncertainties of crude oil prices using a HAR framework

Investigating the risk-return trade-off for crude oil futures using high-frequency data

Extreme Return, Extreme Volatility and Investor Sentiment